Autocompletion

Tab and shift+tab complete the input. (Thanks to the Jedi autocompletion library.)
In Vi-mode, you can also use Ctrl+N and Ctrl+P.

Multiline editing

Usually, multiline editing mode will automatically turn on when you press enter
after a colon, however you can always turn it on by pressing F7.

To execute the input in multiline mode, you can either press Alt+Enter, or
Esc followed by Enter. (If you want the first to work in the OS X
terminal, you have to check the “Use option as meta key” checkbox in your
terminal settings. For iTerm2, you have to check “Left option acts as +Esc” in
the options.)

Other fatures

Running system commands: Press Meta-! in Emacs mode or just ! in Vi
navigation mode to see the “Shell command” prompt. There you can enter system
commands without leaving the REPL.